Frequently Asked Questions

Q: Is it possible to use several SBE Schema versions simultaneously within the same binary?

A: Yes, please see Using several SBE Schema versions simultaneously section for more details.

Q: How can I tell what is the latency from the last byte on the wire to the moment when I get an inbound message callback?

A: We suggest the following approach:

1. When OnixS::ICE::BOE::SessionListener::onReceivedBytes is called, the T1 timestamp is recorded, and the counter is incremented.
2. If OnixS::ICE::BOE::SessionListener::onReceivedBytes is called again the counter is incremented again.

3. When the inbound message callback is called, the T2 timestamp is recorded, and the counter is analyzed:

   • If 1, then the inbound latency is equal to T2-T1.
   • If it is greater than 1, it means that there was TCP fragmentation, so the latency cannot be calculated properly.
   • If 0, it means that more than one SBE message was received in one IP package, and the latency cannot be calculated properly.

   In any case, the counter should be set back to 0.

Q: When does ICE expect clients to reset sequence numbers?

A: Outbound sequence numbers reset to 1 automatically at the start of each new exchange trading session (maintenance window). There is no daily/weekly reset, and clients do not trigger it.